Personal proxy
You can run a small proxy application on your client computer that will connect to your mail server, get the email, run SpamAssassin on it, then deliver to your email client.
That's a personal proxy server.
[http://www.statalabs.com/products/saproxy/overview.php SAProxy] by Bloomba is a Windows proxy server that's easy to set up and works quite well. It's $30.
[http://mcd.perlmonk.org/pop3proxy/ Pop3Proxy] is a open source (perl) proxy server that seems to mostly work for Windows machines. Setting it up is *not* point-and-click easy, however.
[http://sourceforge.net/projects/imapassassin ImapAssassin] is a perl application which uses SpamAssassin to pre-filter an IMAP mailbox for spam, before you download it.
Site-wide proxy
You can also set up a spam proxy server that receive all your organization's incoming mail, filters it, and pass it to your organization's legacy mail server.
- any MTA configured as a satellite system and running SpamAssassin will do that (see IntegratedInMta). However, setting up an MTA requires careful configuration.
The [http://www.amavis.org/ Amavis] mail scanner can be set as a SMTP to SMTP proxy. Amavis sits between two SMTP mail relays, receives incoming mail, filters it through SpamAssassin or an optional virus filter, and drops, bounces or marks spam messages. Though you can't use personnal settings, it's very flexible and does not require you to mess with your MTA's configuration.